CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0930 |
1.0876 |
-0.0054 |
-0.5% |
1.1044 |
| High |
1.0943 |
1.0885 |
-0.0058 |
-0.5% |
1.1100 |
| Low |
1.0869 |
1.0839 |
-0.0030 |
-0.3% |
1.0930 |
| Close |
1.0878 |
1.0844 |
-0.0034 |
-0.3% |
1.0937 |
| Range |
0.0074 |
0.0046 |
-0.0028 |
-37.8% |
0.0170 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
23,665 |
20,592 |
-3,073 |
-13.0% |
94,444 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0965 |
1.0869 |
|
| R3 |
1.0948 |
1.0919 |
1.0857 |
|
| R2 |
1.0902 |
1.0902 |
1.0852 |
|
| R1 |
1.0873 |
1.0873 |
1.0848 |
1.0865 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0852 |
| S1 |
1.0827 |
1.0827 |
1.0840 |
1.0819 |
| S2 |
1.0810 |
1.0810 |
1.0836 |
|
| S3 |
1.0764 |
1.0781 |
1.0831 |
|
| S4 |
1.0718 |
1.0735 |
1.0819 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1388 |
1.1031 |
|
| R3 |
1.1329 |
1.1218 |
1.0984 |
|
| R2 |
1.1159 |
1.1159 |
1.0968 |
|
| R1 |
1.1048 |
1.1048 |
1.0953 |
1.1019 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0974 |
| S1 |
1.0878 |
1.0878 |
1.0921 |
1.0849 |
| S2 |
1.0819 |
1.0819 |
1.0906 |
|
| S3 |
1.0649 |
1.0708 |
1.0890 |
|
| S4 |
1.0479 |
1.0538 |
1.0844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.0839 |
0.0261 |
2.4% |
0.0067 |
0.6% |
2% |
False |
True |
21,296 |
| 10 |
1.1100 |
1.0839 |
0.0261 |
2.4% |
0.0060 |
0.5% |
2% |
False |
True |
21,183 |
| 20 |
1.1100 |
1.0839 |
0.0261 |
2.4% |
0.0062 |
0.6% |
2% |
False |
True |
20,189 |
| 40 |
1.1179 |
1.0801 |
0.0378 |
3.5% |
0.0066 |
0.6% |
11% |
False |
False |
22,434 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0066 |
0.6% |
10% |
False |
False |
16,810 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0064 |
0.6% |
10% |
False |
False |
12,614 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
38% |
False |
False |
10,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1081 |
|
2.618 |
1.1005 |
|
1.618 |
1.0959 |
|
1.000 |
1.0931 |
|
0.618 |
1.0913 |
|
HIGH |
1.0885 |
|
0.618 |
1.0867 |
|
0.500 |
1.0862 |
|
0.382 |
1.0857 |
|
LOW |
1.0839 |
|
0.618 |
1.0811 |
|
1.000 |
1.0793 |
|
1.618 |
1.0765 |
|
2.618 |
1.0719 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0862 |
1.0940 |
| PP |
1.0856 |
1.0908 |
| S1 |
1.0850 |
1.0876 |
|